+36.1%
UPS vs ATI
+1,068.2%
-1,032.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -3.7% | +2.4% | -6.1% | -4.1% |
| 30D | -3.7% | -9.5% | +5.7% | -2.3% |
| 3M | -6.6% | +10.4% | -16.9% | -8.4% |
| 6M | +2.6% | +31.8% | -29.2% | -2.5% |
| YTD | +4.8% | +80.0% | -75.2% | -5.3% |
| 1Y | +25.3% | +175.8% | -150.5% | +5.7% |
| 3Y | -26.9% | +364.2% | -391.1% | -44.6% |
| 5Y | -33.5% | +1,076.9% | -1,110.4% | -57.2% |
| 10Y | +36.1% | +1,178.1% | -1,142.0% | -18.1% |
| All | +36.1% | +1,068.2% | -1,032.1% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling